Qualitative phase portrait of modified Black-Scholes model

Expert Systems with Applications

Volumn 37, Issue 5, 2010, Pages 3823-3826

  Konečný, Jiří ^a,b   Vícha, Tomáš ^a,b   Dohnal, Mirko ^a,b  

^a TOMAS BATA UNIVERSITY IN ZLIN   (Czech Republic)

^b BRNO UNIVERSITY OF TECHNOLOGY   (Czech Republic)

Author keywords

Black Scholes model; Chaos theory; Qualitative modeling

Indexed keywords

BASIC CONCEPTS; BLACK-SCHOLES MODEL; OPTION PRICING; PHASE PORTRAIT; QUALITATIVE MODEL; QUALITATIVE MODELING; QUALITATIVE REASONING; QUALITATIVE RELATION; RISK AVERSION; STOCK MARKET;

ARTIFICIAL INTELLIGENCE; ECONOMICS;

CHAOS THEORY;

EID: 73249128417     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2009.11.037     Document Type: Article

References (10)

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